+48.6%
SRE vs WCC
+228.2%
-179.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +1.5% | +6.8% | -5.3% | +0.5% |
| 30D | +0.8% | -3.0% | +3.8% | +1.1% |
| 3M | -5.8% | +0.2% | -6.0% | -6.3% |
| 6M | -7.8% | +33.2% | -41.0% | -12.5% |
| YTD | -2.4% | +45.8% | -48.2% | -8.9% |
| 1Y | +8.9% | +68.4% | -59.5% | -1.0% |
| 3Y | +31.1% | +131.1% | -100.0% | +10.1% |
| 5Y | +48.6% | +225.6% | -177.0% | +14.4% |
| All | +48.6% | +228.2% | -179.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling